B vs. IXC
B (Barrick Mining Corporation) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, B returned 10.11%/yr vs 10.29%/yr for IXC. At a 0.29 correlation, their price movements are largely independent.
Performance
B vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, B achieves a -2.66% return, which is significantly lower than IXC's 32.22% return. Both investments have delivered pretty close results over the past 10 years, with B having a 10.11% annualized return and IXC not far ahead at 10.29%.
B
- 1D
- -3.10%
- 1M
- 9.64%
- YTD
- -2.66%
- 6M
- 4.67%
- 1Y
- 113.12%
- 3Y*
- 37.34%
- 5Y*
- 15.01%
- 10Y*
- 10.11%
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
B vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
B Barrick Mining Corporation | -2.66% | 186.91% | -12.29% | 7.86% | -6.81% | -14.75% | 24.60% | 38.45% | -5.01% | -8.80% |
IXC iShares Global Energy ETF | 32.22% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between B and IXC is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2001 | 0.29 |
Over the past year, the correlation between B and IXC has dropped to 0.01 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
B vs. IXC — Risk / Return Rank
B
IXC
B vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barrick Mining Corporation (B) and iShares Global Energy ETF (IXC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| B | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 5.00 | -1.12 |
| Martin ratioReturn relative to average drawdown | 9.89 | 15.10 | -5.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| B | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 2.58 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.84 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.38 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.32 | -0.13 |
Drawdowns
B vs. IXC - Drawdown Comparison
The maximum B drawdown since its inception was -88.51%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for B and IXC.
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Drawdown Indicators
| B | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.51% | -67.88% | -20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -29.31% | -9.66% | -19.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.31% | -19.06% | -10.25% |
Max Drawdown (5Y)Largest decline over 5 years | -47.96% | -24.93% | -23.03% |
Max Drawdown (10Y)Largest decline over 10 years | -57.13% | -64.16% | +7.03% |
Current DrawdownCurrent decline from peak | -19.99% | -4.84% | -15.15% |
Average DrawdownAverage peak-to-trough decline | -37.29% | -17.48% | -19.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.48% | 3.20% | +8.28% |
Volatility
B vs. IXC - Volatility Comparison
Barrick Mining Corporation (B) has a higher volatility of 16.36% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that B's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| B | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.36% | 7.50% | +8.86% |
Volatility (6M)Calculated over the trailing 6-month period | 33.69% | 15.42% | +18.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.01% | 18.75% | +25.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.96% | 23.50% | +12.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.71% | 26.85% | +9.86% |
Dividends
B vs. IXC - Dividend Comparison
B's dividend yield for the trailing twelve months is around 2.20%, less than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
B Barrick Mining Corporation | 2.20% | 1.21% | 2.58% | 2.21% | 3.20% | 2.47% | 1.82% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% |
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
B and IXC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
B has higher volatility (16.36%) compared to IXC (7.50%). In terms of maximum drawdown, B dropped -88.51% vs IXC's -67.88%.
B currently has the higher Sharpe Ratio (2.59 vs 2.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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